/**
* Return the probability that the current value plus anomaly score represents
* an anomaly given the historical distribution of anomaly scores. The closer
* the number is to 1, the higher the chance it is an anomaly.
*
* Given the current metric value, plus the current anomaly score, output the
* anomalyLikelihood for this record.
*
* @param value input value
* @param anomalyScore current anomaly score
* @param timestamp (optional) timestamp
* @return Given the current metric value, plus the current anomaly score, output the
* anomalyLikelihood for this record.
*/
public double AnomalyProbability(double value, double anomalyScore, DateTime timestamp)
{
if (timestamp == null)
{
timestamp = new DateTime();
}
Sample dataPoint = new Sample(timestamp, value, anomalyScore);
double likelihoodRetval;
if (historicalScores.Count < probationaryPeriod)
{
likelihoodRetval = 0.5;
}
else
{
if (distribution == null || iteration % reestimationPeriod == 0)
{
this.distribution = EstimateAnomalyLikelihoods(
historicalScores, 10, claLearningPeriod).GetParams();
}
AnomalyLikelihoodMetrics metrics = UpdateAnomalyLikelihoods(new List <Sample> {
dataPoint
}, this.distribution);
this.distribution = metrics.GetParams();
likelihoodRetval = 1.0 - metrics.GetLikelihoods()[0];
}
historicalScores.Add(dataPoint);
this.iteration += 1;
return(likelihoodRetval);
}
public override bool Equals(object obj)
{
if (this == obj)
{
return(true);
}
if (obj == null)
{
return(false);
}
if (GetType() != obj.GetType())
{
return(false);
}
AnomalyLikelihoodMetrics other = (AnomalyLikelihoodMetrics)obj;
if (aggRecordList == null)
{
if (other.aggRecordList != null)
{
return(false);
}
}
else if (!aggRecordList.Equals(other.aggRecordList))
{
return(false);
}
if (!Arrays.AreEqual(likelihoods, other.likelihoods))
{
return(false);
}
if (@params == null)
{
if (other.@params != null)
{
return(false);
}
}
else if ([email protected](other.@params))
{
return(false);
}
return(true);
}
